Title :
Asymptotically minimum variance second-order estimation of frequencies for mixed spectra time series
Author :
Delmas, Jean-Pierre ; Meurisse, Yann
Author_Institution :
Inst. Nat. des Telecommun., Evry, France
Abstract :
This paper addresses asymptotically minimum variance (AMV) algorithms in the class of algorithms based on second-order statistics for estimating frequencies of mixed complex circular processes. To reduce the computational complexity due to the nonlinear minimization required by the matching approach, the covariance matching estimation techniques (COMET) is included in the algorithm. Numerical examples illustrate the performance of the AMV algorithm.
Keywords :
computational complexity; frequency estimation; higher order statistics; minimisation; spectral analysis; time series; AMV algorithm; AMV algorithms; COMET; asymptotically minimum variance second-order frequency estimation; computational complexity; covariance matching estimation techniques; mixed complex circular processes; mixed spectra time series; nonlinear minimization; second-order statistics; Abstracts; Robustness; Signal to noise ratio;
Conference_Titel :
Signal Processing Conference, 2002 11th European
Conference_Location :
Toulouse